MINES ParisTech CAS - Centre automatique et systèmes

SYMMETRY AND ANALYTICAL SOLUTIONS IN CONSTRAINED REFERENCE TRACKING AND CONSTRAINED STATE ESTIMATION PROBLEMS

16 octobre 2006, Salle R05, au Centre Automatique et Systèmes, Fontainebleau
14h : Jose de DONA, University of Newcastle, Australia.
In this talk we will address two issues arising in constrained control and estimation problems. The first issue is concerned with the explicit solution to a constrained receding-horizon reference tracking control problem. A global solution for this problem is derived analytically by using dynamic programming. The optimal solution is given by a piece-wise affine function of the data (the initial state of the system and the reference sequence), and the data-space is partitioned into a number of polyhedral regions, inside each of which a unique affine function is applied.
The second issue deals with the connection between the constrained reference tracking control problem and a related constrained state estimation problem. We show that, from the dynamic programming solution to both problems, a clear relationship is exposed between input-constrained reference tracking problems and state estimation problems in the presence of constrained disturbances. The relationship between both problems can be further extended to the case of more general constraints in the system states, tracking errors and measurement noises.